-17.7%
GGLL vs EXR
+26.8%
-44.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.3% |
| 7D | +2.9% | -1.1% | +4.0% | +3.1% |
| 30D | -33.1% | +18.8% | -51.9% | -35.6% |
| 3M | -31.2% | +9.9% | -41.1% | -31.9% |
| 6M | -49.4% | +12.6% | -62.0% | -50.5% |
| YTD | -26.8% | +26.5% | -53.3% | -26.2% |
| 1Y | -17.7% | +24.5% | -42.2% | -15.9% |
| All | -17.7% | +26.8% | -44.5% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling